default search action
Search dblp
Full-text search
- > Home
Please enter a search query
- case-insensitive prefix search: default
e.g., sig matches "SIGIR" as well as "signal" - exact word search: append dollar sign ($) to word
e.g., graph$ matches "graph", but not "graphics" - boolean and: separate words by space
e.g., codd model - boolean or: connect words by pipe symbol (|)
e.g., graph|network
Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.
Author search results
no matches
Venue search results
no matches
Refine list
refine by author
- no options
- temporarily not available
refine by venue
- no options
- temporarily not available
refine by type
- no options
- temporarily not available
refine by access
- no options
- temporarily not available
refine by year
- no options
- temporarily not available
Publication search results
found 174 matches
- 2024
- Yinglun Li:
Data-Driven Modeling and Algorithmic Trading in Electricity Market. University of California, Riverside, USA, 2024 - Ji-Heon Park, Jae-Hwan Kim, Jun-Ho Huh:
Deep Reinforcement Learning Robots for Algorithmic Trading: Considering Stock Market Conditions and U.S. Interest Rates. IEEE Access 12: 20705-20725 (2024) - Cristiana Tudor, Robert Sova:
Enhancing Trading Decision in Financial Markets: An Algorithmic Trading Framework With Continual Mean-Variance Optimization, Window Presetting, and Controlled Early-Stopping. IEEE Access 12: 87633-87644 (2024) - Muhammed Yilmaz, Mustafa Mert Keskin, Ahmet Murat Özbayoglu:
Algorithmic stock trading based on ensemble deep neural networks trained with time graph. Appl. Soft Comput. 163: 111847 (2024) - Yuling Huang, Xiaoxiao Wan, Lin Zhang, Xiaoping Lu:
A novel deep reinforcement learning framework with BiLSTM-Attention networks for algorithmic trading. Expert Syst. Appl. 240: 122581 (2024) - Yuling Huang, Chujin Zhou, Kai Cui, Xiaoping Lu:
Improving algorithmic trading consistency via human alignment and imitation learning. Expert Syst. Appl. 253: 124350 (2024) - Mahdi Massahi Kh., Masoud Mahootchi:
A deep Q-learning based algorithmic trading system for commodity futures markets. Expert Syst. Appl. 237(Part C): 121711 (2024) - Naseh Majidi, Mahdi Shamsi, Farokh Marvasti:
Algorithmic trading using continuous action space deep reinforcement learning. Expert Syst. Appl. 235: 121245 (2024) - Pavel V. Sevastjanov, Krzysztof Kaczmarek, Leszek Rutkowski:
A multi-model approach to the development of algorithmic trading systems for the Forex market. Expert Syst. Appl. 236: 121310 (2024) - Leon Tabaro, Jean Marie Vianney Kinani, Alberto Jorge Rosales-Silva, Julio César Salgado Ramírez, Dante Mújica-Vargas, Ponciano Jorge Escamilla-Ambrosio, Eduardo Ramos-Díaz:
Algorithmic Trading Using Double Deep Q-Networks and Sentiment Analysis. Inf. 15(8): 473 (2024) - Diego León, Javier Sandoval, Andrea Cruz, Germán Jairo Hernández, Oscar Sierra:
Deep Heterogeneous AutoML Trend Prediction Model for Algorithmic Trading in the USD/COP Colombian FX Market Through Limit Order Book (LOB). SN Comput. Sci. 5(5): 631 (2024) - Julian Sengewald, Richard Lackes:
Robo-Advisory and Algorithmic Trading via Evolutionary Discretization and Rule-Mining. AMCIS 2024 - Thimani Ranathungage, Aerambamoorthy Thavaneswaran, You Liang, Ruppa K. Thulasiram, Alex Paseka:
Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading. COMPSAC 2024: 396-401 - Xi Cheng, Jinghao Zhang, Yunan Zeng, Wenfang Xue:
MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading. PKDD (4) 2024: 30-42 - Thanos Konstantinidis, Giorgos Iacovides, Mingxue Xu, Tony G. Constantinides, Danilo P. Mandic:
FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications. CoRR abs/2403.12285 (2024) - Xi Cheng, Jinghao Zhang, Yunan Zeng, Wenfang Xue:
MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading. CoRR abs/2407.01577 (2024) - Abdul Jabbar, Syed Qaisar Jalil:
A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin. CoRR abs/2407.18334 (2024) - Tiago Monteiro:
AI-Powered Energy algorithmic Trading: Integrating Hidden Markov Models with Neural Networks. CoRR abs/2407.19858 (2024) - 2023
- Christopher Felder:
Algorithmic Trading with Machine Learning. Tübingen University, Germany, 2023 - Boyi Jin:
A Mean-VaR Based Deep Reinforcement Learning Framework for Practical Algorithmic Trading. IEEE Access 11: 28920-28933 (2023) - Adesola Adegboye, Michael Kampouridis, Fernando E. B. Otero:
Algorithmic trading with directional changes. Artif. Intell. Rev. 56(6): 5619-5644 (2023) - Peipei Liu, Yunfeng Zhang, Fangxun Bao, Xunxiang Yao, Caiming Zhang:
Multi-type data fusion framework based on deep reinforcement learning for algorithmic trading. Appl. Intell. 53(2): 1683-1706 (2023) - Qizhou Sun, Yain-Whar Si:
Supervised actor-critic reinforcement learning with action feedback for algorithmic trading. Appl. Intell. 53(13): 16875-16892 (2023) - Zhen Huang, Ning Li, Wenliang Mei, Wenyong Gong:
Algorithmic trading using combinational rule vector and deep reinforcement learning. Appl. Soft Comput. 147: 110802 (2023) - Sherin M. Omran, Wessam H. El-Behaidy, Aliaa A. A. Youssif:
Optimization of Cryptocurrency Algorithmic Trading Strategies Using the Decomposition Approach. Big Data Cogn. Comput. 7(4): 174 (2023) - Avinash Malik:
A comparison of machine learning and econometric models for pricing perpetual Bitcoin futures and their application to algorithmic trading. Expert Syst. J. Knowl. Eng. 40(10) (2023) - Yuling Huang, Yunlin Song:
A new hybrid method of recurrent reinforcement learning and BiLSTM for algorithmic trading. J. Intell. Fuzzy Syst. 45(2): 1939-1951 (2023) - Jessica Paule-Vianez, Carmen Orden-Cruz, Raúl Gómez-Martínez, Sandra Escamilla-Solano:
Fear of COVID-19 Effect on Stock Markets: A Proposal for an Algorithmic Trading System Based on Fear. J. Theor. Appl. Electron. Commer. Res. 18(2): 1142-1156 (2023) - Tanaya Patil:
From ML-Infused Algorithms to Financial Agents, transforming Algorithmic Trading Excellence: A Comprehensive Study. BCD 2023: 64-68 - Fernando Villamarín Díaz, Carlos Guerrero-Mosquera:
Navigating Black Swan Events in Algorithmic Trading: A Reinforcement Learning Perspective. CCIA 2023: 110-114
skipping 144 more matches
loading more results
failed to load more results, please try again later
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
retrieved on 2024-10-03 13:25 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint